+174.0%
GD vs DKS
+237.0%
-63.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.6% | -0.1% | +1.3% |
| 7D | -1.9% | +9.4% | -11.3% | -3.1% |
| 30D | +10.9% | +9.8% | +1.1% | +9.4% |
| 3M | -6.8% | -29.3% | +22.5% | -3.3% |
| 6M | +7.0% | -32.6% | +39.6% | +11.5% |
| YTD | +11.1% | -22.6% | +33.7% | +13.2% |
| 1Y | +7.0% | -29.8% | +36.9% | +10.4% |
| 3Y | +59.9% | +43.2% | +16.7% | +44.4% |
| 5Y | +102.5% | +29.8% | +72.7% | +79.5% |
| 10Y | +174.0% | +236.7% | -62.7% | +79.5% |
| All | +174.0% | +237.0% | -63.0% | +79.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded DKS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling